Monte Carlo Simulation of Numerical Integration (Q3745159)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Simulation of Numerical Integration |
scientific article |
Statements
Monte Carlo Simulation of Numerical Integration (English)
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1985
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Monte Carlo simulation
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numerical integration
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trapezoidal rule
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Simpson's rule
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Romberg integration
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Wiener space
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efficiency
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stopping rule
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relative error
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